Systematic risk behavior of financially distressed firms
1976/05/01 by Marion M. Bradford, Richard W. McEnally, Rebecca B. Todd · 1 voice · 783 citations
Agricultural and Biological Sciences · Biochemistry, Genetics and Molecular Biology · Business, Management and Accounting · Chemistry · Economics, Econometrics and Finance · Mathematics · #Absorption (acoustics) #Actuarial science #Biochemistry #Bradford protein assay #Chemistry #Chromatography #Colorimetry #Coomassie Brilliant Blue #Corporate Finance and Governance #Credit Risk and Financial Regulations #Earnings #Econometrics #Economics #Fermentation and Sensory Analysis #Finance #Financial Distress and Bankruptcy Prediction #Financial distress #Financial risk #Financial risk management #Financial system #Leverage (statistics) #Mathematics #Meat and Animal Product Quality #Microgram #Muscle metabolism and nutrition #Organic chemistry #Risk management #Sodium #Sodium dodecyl sulfate #Statistics #Systematic review #Systematic risk
paper · doi:10.1016/0003-2697(76)90527-3
published in Quarterly journal of business and economics 32(3), 3-19 (Elsevier BV)
openalex publication_date 1993/06/22 · openalex created_date 2016/06/24 · openalex updated_date 2026/06/11
Abstract
The apparent decline in systematic or beta risk with the onset of financial distress is a result that has puzzled a number of researchers. This study validates this result with different data and a new criterion for identifying financial distress. An analytical model presented in this study suggests that the leverage-increasing impact of financial distresson systematic risk may be more than outweighed by possible declines in systematic earnings risk associated with such distress, and it provides empirical evidence that is generally consistent with this proposition. The diminution of systematic risk is unaffected by several variants in beta risk estimation, including the index-weighing scheme and allowance for the turn-of-year effect. While numerically large, the average systematic risk decline is not highly significant in a statistical sense due to considerable variation in the behavior of betas from company to company.
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- Molecular biology [wikipedia]
- Inflammatory mechanisms in Alzheimer's disease: inhibition of beta-amyloid-stimulated proinflammatory responses and neurotoxicity by PPARgamma agonists. [europepmc]
- Neurocan is upregulated in injured brain and in cytokine-treated astrocytes. [europepmc]
- beta-Amyloid stimulation of microglia and monocytes results in TNFalpha-dependent expression of inducible nitric oxide synthase and neuronal apoptosis. [europepmc]
- Rice phosphate transporters include an evolutionarily divergent gene specifically activated in arbuscular mycorrhizal symbiosis. [europepmc]
- A cell surface receptor complex for fibrillar beta-amyloid mediates microglial activation. [europepmc]
- Manufactured nanomaterials (fullerenes, C60) induce oxidative stress in the brain of juvenile largemouth bass. [europepmc]
- Activation of the phosphoinositide 3-kinase-Akt-mammalian target of rapamycin signaling pathway is required for metabotropic glutamate receptor-dependent long-term depression. [europepmc]
- The target of ezetimibe is Niemann-Pick C1-Like 1 (NPC1L1). [europepmc]
- The Saccharomyces cerevisiae Lipin homolog is a Mg2+-dependent phosphatidate phosphatase enzyme. [europepmc]
- Using circular dichroism spectra to estimate protein secondary structure. [europepmc]
- Protein production and purification. [europepmc]
- MicroRNA-mediated systemic down-regulation of copper protein expression in response to low copper availability in Arabidopsis. [europepmc]
- The global, ppGpp-mediated stringent response to amino acid starvation in Escherichia coli. [europepmc]
- Selected reaction monitoring for quantitative proteomics: a tutorial. [europepmc]
- Elevated immune response in the brain of autistic patients. [europepmc]
- Rapamycin fed late in life extends lifespan in genetically heterogeneous mice. [europepmc]
- Age related changes in NAD+ metabolism oxidative stress and Sirt1 activity in wistar rats. [europepmc]
- Reprogramming of tRNA modifications controls the oxidative stress response by codon-biased translation of proteins. [europepmc]
- Age-associated changes in oxidative stress and NAD+ metabolism in human tissue. [europepmc]
- HDAC8 mutations in Cornelia de Lange syndrome affect the cohesin acetylation cycle. [europepmc]
- Brown adipose tissue regulates glucose homeostasis and insulin sensitivity. [europepmc]
- A pathway coordinated by DELE1 relays mitochondrial stress to the cytosol. [europepmc]
- Somatic expression of herpes thymidine kinase in mice following injection of a fusion gene into eggs. [europepmc]
- Cloning and characterization of hOGG1, a human homolog of the OGG1 gene of Saccharomyces cerevisiae. [europepmc]
- Lovastatin and phenylacetate inhibit the induction of nitric oxide synthase and cytokines in rat primary astrocytes, microglia, and macrophages. [europepmc]
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